On Saturday night, the band fun. played the first of two consecutive shows at New York City’s Terminal 5. But it was not their first time at the venue. A little more than a year ago, the group—Nate Ruess on vocals, Jack Antonoff on guitar and Andrew Dost on a host of other instruments—opened for the also-punctuated band Panic! At The Disco. That was before they released their album Some Nights, which features the number-one single “We Are Young.”

“I remember thinking, ‘imagine playing here ourselves,’” says Antonoff of their appearance at the space. “But I didn’t think as far as selling it out, let alone selling out two nights.”

Both Saturday’s and Sunday’s shows did sell out. If the crowd singing along throughout the streamer- and confetti-filled concert was any indication, fans of fun. like the album, not just the song—but now that “We Are Young” is a certified hit, the band is concentrating on their second single, the title track “Some Nights.” It was the concert opener on Saturday. (“We Are Young” landed in the final third of the concert, not the expected encore position.) Check out TIME’s exclusive first look at the making of the dramatic music video for the song here.

The band also sat down with TIME before Saturday’s concert to discuss what it’s like to move beyond a hit single, why they are keeping their outsider identities and what they’ve got planned next.

Choosing “Some Nights” to be the second single was not as straightforward a decision as the one to push “We Are Young” first. “We Are Young,” according to all three of the members of fun., just felt like a single. It’s inviting, says Ruess, and it strikes the perfect balance of mass appeal and adherence to the band’s identity, agrees Antonoff. But “Some Nights” is less more of a mission statement. The phrase came from a lyric in the song “Stars,” which is the oldest and final song on the album, and it was always intended as a title track.

The video, which debuted earlier this month, is set in a nonspecific war zone. Antonoff says it’s not meant to be the Civil War specifically, even though the extras were Civil War reenactors. Director Anthony Mandler’s based his idea on a lyric early in the song—“This is it boys, this is war”—and the notion of taking a stand. “The song and the album as a whole is kind of about not knowing what you stand for,” says Dost. “Anthony thought, let’s take that idea and put this song and these lyrics into a situation where people do know what they stand for, and they know so fiercely what they stand for that they’re killing each other.”

For the “Some Nights” video, the guys knew that they wanted the epic quality that cinematic war can provide—that meant trusting Mandler’s direction. “Typically if we’re working on a song either we like it or we don’t and we can tell right away, but with a video it’s like we’ll see an edit in two weeks, and that’s terrifying,” says Dost. “When you work with people like [Mandler] who are so good at what they do, you just know that you’re project is going to turn out the way that you’re hoping it will, because they won’t let it fail, they’re too good.” (They also had to trust the on-set tick expert to give you a once-over at the end of the day in rural, upstate New York.)

They’re clear about where they fit into the music world, at least as they see it. They’re self-proclaimed outsiders and all three agree that the label still fits, even now that “We Are Young” has been featured on Glee and in a Super Bowl commercial. “We’re still not one of the cool kids, but we’re not really pop stars either,” Dost says.

Off-stage, the band knows what they want their fame to support. Although they say they are not political-minded people, they have made gay rights their signature issue and will headline the 2012 Trevor Live event next week, to benefit the Trevor Project, a crisis-service organization for LGBTQ youth. “We’re just so excited that things like the Trevor Project see us as something of value. Our whole lives we would have loved to have helped this kind of thing, and now that we have the tools it’s pretty cool,” says Antonoff. “We’re really excited to represent something that’s not represented, which is straight men really caring.” They also sell a line of concert shirts to benefit LGBTQ rights, and are planning a trip to Maine, the details of which are forthcoming, to support the gay-marriage initiative that will be on that state’s ballots in November.

And it’s clear what they want for “Some Nights,” which has peaked at number 47 on the Billboard charts, so far. “I don’t think think that was on our to-do list as a band, to have a number-one hit song. When you look at the charts, the odds were against us to begin with,” says Ruess. “It’s funny because now that it’s happened you want it again.” And not just for “Some Nights”—the day after speaking to TIME, the band was set to film the video for their next, as-yet-unannounced single.